Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 0.357276 0.393163 0.432847 0.480326 0.536038 0.599910 0.679522
2025-11-23 0.321679 0.368920 0.424624 0.496248 0.587571 0.702568 0.862559
2025-11-30 0.291713 0.344456 0.409587 0.497981 0.618277 0.781986 1.032971
2025-12-07 0.267348 0.322789 0.393746 0.494291 0.638713 0.848909 1.201166
2025-12-14 0.247000 0.303533 0.377995 0.487320 0.651708 0.905549 1.367609
2025-12-21 0.228757 0.285061 0.360941 0.475613 0.654754 0.945862 1.516914
2025-12-28 0.219930 0.278325 0.359061 0.485153 0.691115 1.047075 1.814950
2026-01-04 0.213876 0.274731 0.360995 0.500206 0.738205 1.177344 2.231887
2026-01-11 0.203175 0.263645 0.350841 0.494806 0.749071 1.241424 2.527069
2026-01-18 0.196866 0.258387 0.348833 0.502135 0.783427 1.360904 3.039802
2026-01-25 0.184848 0.243965 0.331708 0.482379 0.764224 1.360637 3.199055
2026-02-01 0.174010 0.230739 0.315616 0.462991 0.743282 1.352335 3.331698
2026-02-08 0.167851 0.224419 0.310267 0.462316 0.760328 1.440510 3.890188
2026-02-15 0.165283 0.223358 0.313140 0.476376 0.809549 1.623918 5.047197
2026-02-22 0.160351 0.218351 0.309216 0.477599 0.831785 1.744419 6.111186
2026-03-01 0.154895 0.212230 0.303032 0.473964 0.842699 1.837039 7.202764
2026-03-08 0.149311 0.205634 0.295646 0.467347 0.845813 1.907880 8.323926
2026-03-15 0.143346 0.198172 0.286381 0.456319 0.837046 1.938801 9.239885
2026-03-22 0.141179 0.196692 0.287240 0.465271 0.877943 2.153689 12.666262
2026-03-29 0.139944 0.196638 0.290527 0.479399 0.934618 2.457567 19.461646
2026-04-05 0.135801 0.191625 0.284775 0.474329 0.940414 2.566479 24.439954
2026-04-12 0.133682 0.189863 0.284710 0.481206 0.979865 2.842746 38.600162
2026-04-19 0.128012 0.181966 0.273197 0.462657 0.945520 2.766585 39.720897